Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5UMOGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0539523024
Bloomberg
SA5UMOGV INDEX
Last Value
651.2
+8.21 (+1.28%)
As of
CETWeek to Week Change
0.81%
52 Week Change
51.64%
Year to Date Change
38.80%
Daily Low
651.2
Daily High
651.2
52 Week Low
411.55 — 27 Oct 2023
52 Week High
658.15 — 10 Jul 2024
Top 10 Components
Eli Lilly & Co. | US |
NVIDIA Corp. | US |
GE Aerospace | US |
META PLATFORMS CLASS A | US |
Apple Inc. | US |
Microsoft Corp. | US |
McKesson Corp. | US |
Amazon.com Inc. | US |
Constellation Energy | US |
KLA | US |
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Low
High
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